MFS Diversified Total Risk Alpha 
DIFEX  USA Fund  USD 13.16 0.01 0.08% 
Symbol 
 =  2.0E4 
ER[a]  =  Expected return on investing in MFS Diversified 
ER[b]  =  Expected return on market index or selected benchmark 
STD[a]  =  Standard Deviation of returns on MFS Diversified 
STD[b]  =  Standard Deviation of selected market or benchmark 
RFR  =  Risk Free Rate of return. Typically TBill Rate 
Total Risk Alpha Comparison
MFS Diversified Income Fund Cla is one of the top funds in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 4,972 of Maximum Drawdown per Total Risk Alpha.
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF, or fund.Total Risk Alpha 

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MFS Diversified Technical Signals
All MFS Diversified Technical Indicators
Cycle Indicators  
Math Operators  
Math Transform  
Momentum Indicators  
Overlap Studies  
Pattern Recognition  
Price Transform  
Statistic Functions  
Volatility Indicators  
Volume Indicators 
Risk Adjusted Performance  0.108  
Market Risk Adjusted Performance  0.2485  
Mean Deviation  0.1731  
Semi Deviation  0.0642  
Downside Deviation  0.3037  
Coefficient Of Variation  549.87  
Standard Deviation  0.2239  
Variance  0.0501  
Information Ratio  (0.30)  
Jensen Alpha  0.0182  
Total Risk Alpha  2.0E4  
Sortino Ratio  (0.22)  
Treynor Ratio  0.2385  
Maximum Drawdown  0.9945  
Value At Risk  (0.38)  
Potential Upside  0.3645  
Downside Variance  0.0922  
Semi Variance  0.0041  
Expected Short fall  (0.21)  
Skewness  (0.56)  
Kurtosis  0.2156 
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